+749.2%
COST vs WMB
+284.4%
+464.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | +0.3% |
| 7D | +2.5% | +8.1% | -5.6% | +1.5% |
| 30D | +14.6% | -6.9% | +21.5% | +15.4% |
| 3M | +15.2% | -5.1% | +20.3% | +15.7% |
| 6M | +7.2% | -5.7% | +12.9% | +7.6% |
| YTD | +27.4% | +18.1% | +9.3% | +23.9% |
| 1Y | +20.2% | +18.4% | +1.8% | +16.8% |
| 3Y | +96.9% | +122.7% | -25.9% | +74.6% |
| 5Y | +122.8% | +202.0% | -79.2% | +90.1% |
| All | +749.2% | +284.4% | +464.8% | +605.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling